98 lines
3.5 KiB
Python
98 lines
3.5 KiB
Python
# -*- coding: utf-8 -*-
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# Copyright 2016 Mirantis, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License"); you may
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# not use this file except in compliance with the License. You may obtain
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# a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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# WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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# License for the specific language governing permissions and limitations
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# under the License.
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class LinearProgram(object):
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"""LinearProgram object is abstract way to describe linear program."""
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MAXIMIZE = 'maximize'
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MINIMIZE = 'minimize'
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# Linear Program
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LP_TYPE_LP = 'lp'
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# Mixed Integer Program
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LP_TYPE_MIP = 'mip'
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def __init__(
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self,
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x_amount=0,
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optimization_type=MAXIMIZE,
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lp_type=LP_TYPE_LP,
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objective_function_coefficients=None,
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equality_constraint_matrix=None,
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lower_constraint_matrix=None,
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upper_constraint_matrix=None,
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equality_constraint_vector=None,
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lower_constraint_vector=None,
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upper_constraint_vector=None):
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self.lp_type = lp_type
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self.objective_function_optimization_type = optimization_type
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# Coefficients of the linear objective minimization function.
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# During iteration over vertexes the function is used to identify
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# if current solution (vertex) satisfies the equation more, than
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# previous one.
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# Example of equation: c[0]*x1 + c[1]*x2
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self.objective_function_coefficients = objective_function_coefficients
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# Matrices which, gives values of the equality/inequality
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# constraints, when multiplied by x.
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self.equality_constraint_matrix = equality_constraint_matrix
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self.lower_constraint_matrix = lower_constraint_matrix
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self.upper_constraint_matrix = upper_constraint_matrix
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# Vectors in combination with equality matrices give
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# equality/inequality system of linear equations.
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self.equality_constraint_vector = equality_constraint_vector
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self.lower_constraint_vector = lower_constraint_vector
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self.upper_constraint_vector = upper_constraint_vector
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# Amount unknown of variables.
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self.x_amount = x_amount
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# A list of tuples which represents min and max possible values for
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# each variable.
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self.bounds = [(0, None) for _ in xrange(self.x_amount)]
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def minimize_objective_function(self):
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"""Minimize objective function."""
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self.objective_function_optimization_type = self.MINIMIZE
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def maximize_objective_function(self):
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"""Maximize objective function."""
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self.objective_function_optimization_type = self.MAXIMIZE
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def set_type_lp(self):
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"""Set type of linear program to Linear Program.
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Is default, produces real number result, without any integer
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constraints.
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"""
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self.lp_type = self.LP_TYPE_LP
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def set_type_mip(self):
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""""Set type of linear program to Mixed Integer Program.
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This type may include integer constraints, as result wider range of
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operations may be available.
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Note: Not all linear programming solvers support this type.
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See: https://en.wikipedia.org/wiki/Integer_programming
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"""
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self.lp_type = self.LP_TYPE_MIP
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